How to decipher the type of a time series?

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K.I.S.S
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Joined: Wed Apr 29, 2009 7:31 pm

How to decipher the type of a time series?

Postby K.I.S.S » Wed Apr 29, 2009 8:03 pm

Ok, i have a few different sets a data and i am trying to figure out which ones have been generated by random noise, AR (1) process, and random walks with drift. if any one knows more about how to differentiate between these data sets please let me know.

thank you

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